计量经济学和统计学视角下的线性回归模型——再议线性回归模型的设定

从属性、构建方法及意义等方面,分析研究线性回归模型在计量经济学和统计学两学科视角下的差异,并根据这种差异进一步提出回归模型的基本设定思路。研究表明:识别这种差异是完成模型设定工作的基础性和必要性举措,有助于实现线性回归模型的正确设定。以经典例证对计量经济学和统计学回归模型在应用中的区别以及模型设定问题进行进一步展示和分析。

The Linear Regression Model under the Econometric and the Statistical Perspectives: Another Studying on Linear Regression Model Specification

From the aspects of the property, construction methods and signiticance, we study on the differences of the linear regression model from the perspectives of the econometrics and the statistics. According to these differences, we get some basic ideas of the regression model specification. Studies have shown that recognizing these differences is basic and necessary to the linear regression model specification and contribute to achieving the linear regression model specification correctly. There are some classic illustrations at the last of the paper to display and analysis the differences in the application and specification between the econometrics and the statistical regression models.